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ASRF.DE vs. ESEE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASRF.DE vs. ESEE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc (ASRF.DE) and BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ASRF.DE achieves a 0.70% return, which is significantly lower than ESEE.DE's 11.27% return.


ASRF.DE

1D
0.10%
1M
1.10%
YTD
0.70%
6M
1.24%
1Y
3.56%
3Y*
6.65%
5Y*
2.26%
10Y*

ESEE.DE

1D
-0.16%
1M
5.21%
YTD
11.27%
6M
11.25%
1Y
25.34%
3Y*
18.69%
5Y*
14.69%
10Y*
15.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASRF.DE vs. ESEE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ASRF.DE
BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc
0.70%4.66%6.57%11.42%-11.08%1.06%
ESEE.DE
BNP Paribas Easy S&P 500 UCITS ETF EUR
11.27%4.37%32.16%22.65%-14.21%23.96%

Correlation

The correlation between ASRF.DE and ESEE.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Apr 7, 2021

0.39

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Return for Risk

ASRF.DE vs. ESEE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ASRF.DE
ASRF.DE Risk / Return Rank: 2727
Overall Rank
ASRF.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
ASRF.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
ASRF.DE Omega Ratio Rank: 2727
Omega Ratio Rank
ASRF.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
ASRF.DE Martin Ratio Rank: 3030
Martin Ratio Rank

ESEE.DE
ESEE.DE Risk / Return Rank: 6868
Overall Rank
ESEE.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ESEE.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
ESEE.DE Omega Ratio Rank: 6969
Omega Ratio Rank
ESEE.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
ESEE.DE Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ASRF.DE vs. ESEE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc (ASRF.DE) and BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ASRF.DEESEE.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.24

Sortino ratioReturn per unit of downside risk

-1.42

Omega ratioGain probability vs. loss probability

1.18

1.40

-0.22

Calmar ratioReturn relative to maximum drawdown

1.09

3.51

-2.42

Martin ratioReturn relative to average drawdown

4.34

12.48

-8.14

ASRF.DE vs. ESEE.DE - Sharpe Ratio Comparison

The current ASRF.DE Sharpe Ratio is 0.93, which is lower than the ESEE.DE Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of ASRF.DE and ESEE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ASRF.DEESEE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

2.17

-1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.96

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.95

-0.50

Drawdowns

ASRF.DE vs. ESEE.DE - Drawdown Comparison

The maximum ASRF.DE drawdown since its inception was -16.76%, smaller than the maximum ESEE.DE drawdown of -33.58%. Use the drawdown chart below to compare losses from any high point for ASRF.DE and ESEE.DE.


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Drawdown Indicators


ASRF.DEESEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.76%

-33.58%

+16.82%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-7.18%

+3.93%

Max Drawdown (3Y)

Largest decline over 3 years

-3.86%

-23.46%

+19.60%

Max Drawdown (5Y)

Largest decline over 5 years

-16.76%

-23.46%

+6.70%

Max Drawdown (10Y)

Largest decline over 10 years

-33.58%

Current Drawdown

Current decline from peak

-0.34%

-0.45%

+0.11%

Average Drawdown

Average peak-to-trough decline

-4.24%

-4.12%

-0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

2.03%

-1.21%

Volatility

ASRF.DE vs. ESEE.DE - Volatility Comparison

The current volatility for BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc (ASRF.DE) is 1.05%, while BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE) has a volatility of 2.65%. This indicates that ASRF.DE experiences smaller price fluctuations and is considered to be less risky than ESEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASRF.DEESEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

2.65%

-1.60%

Volatility (6M)

Calculated over the trailing 6-month period

3.20%

7.60%

-4.40%

Volatility (1Y)

Calculated over the trailing 1-year period

3.80%

11.61%

-7.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.85%

15.20%

-9.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.83%

16.09%

-10.26%

ASRF.DE vs. ESEE.DE - Expense Ratio Comparison

ASRF.DE has a 0.25% expense ratio, which is higher than ESEE.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ASRF.DE vs. ESEE.DE - Dividend Comparison

Neither ASRF.DE nor ESEE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ASRF.DE and ESEE.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESEE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESEE.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for ASRF.DE.

ASRF.DE is categorized as European High Yield Bonds, while ESEE.DE is S&P 500. ASRF.DE tracks Bloomberg MSCI Euro High Yield SRI Sustainable Ex Fossil Fuel, while ESEE.DE tracks S&P 500 Index. Their fees differ too: 0.25% for ASRF.DE and 0.15% for ESEE.DE.

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